Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors

Detalhes bibliográficos
Autor(a) principal: Barbot, Colin
Data de Publicação: 2023
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10071/30982
Resumo: Socially Responsible Investing (SRI) has gained significant traction, especially within the French market, yet its performance in comparison to conventional indexes remains a topic of debate. This study aims to understand whether a French investor can achieve superior returns with an SRI portfolio, constructed using publicly available information and ESG criteria, compared to conventional indexes. Applying a quantitative methodology, the research examined the performance of an SRI stocks portfolio, selected from the Global-100 ranking, against conventional benchmarks over a 66-month period. The findings revealed that the SRI portfolio, despite certain limitations, has the potential to offer competitive returns, often surpassing traditional benchmarks. This underscores the growing significance of SRI strategies within the French investment landscape.
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spelling Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investorsSocially Responsible InvestingFrench marketPortfolio performanceInvestimento Socialmente ResponsávelMercado FrancêsDesempenho da carteiraSocially Responsible Investing (SRI) has gained significant traction, especially within the French market, yet its performance in comparison to conventional indexes remains a topic of debate. This study aims to understand whether a French investor can achieve superior returns with an SRI portfolio, constructed using publicly available information and ESG criteria, compared to conventional indexes. Applying a quantitative methodology, the research examined the performance of an SRI stocks portfolio, selected from the Global-100 ranking, against conventional benchmarks over a 66-month period. The findings revealed that the SRI portfolio, despite certain limitations, has the potential to offer competitive returns, often surpassing traditional benchmarks. This underscores the growing significance of SRI strategies within the French investment landscape.O Investimento Socialmente Responsável (ISR) tem vindo a ganhar uma força significativa, especialmente no mercado francês, mas o seu desempenho em comparação com os índices convencionais continua a ser um tema de debate. Este estudo tem como objetivo compreender se um investidor francês pode obter retornos superiores com uma carteira ISR, construída utilizando informações publicamente disponíveis e critérios ESG, em comparação com índices convencionais. Aplicando uma metodologia quantitativa, o estudo analisou o desempenho de uma carteira de ações ISR, selecionada a partir da classificação Global-100, em comparação com índices de referência convencionais ao longo de um período de 66 meses. Os resultados revelaram que a carteira de ações ISR, apesar de certas limitações, tem potencial para oferecer rendimentos competitivos, ultrapassando frequentemente os índices de referência tradicionais. Este facto sublinha a importância crescente das estratégias de ISR no panorama de investimento francês.2024-02-09T18:24:12Z2023-10-27T00:00:00Z2023-10-272023-09info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10071/30982TID:203476743engBarbot, Colininfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-02-11T01:18:40Zoai:repositorio.iscte-iul.pt:10071/30982Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T02:37:33.460859Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors
title Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors
spellingShingle Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors
Barbot, Colin
Socially Responsible Investing
French market
Portfolio performance
Investimento Socialmente Responsável
Mercado Francês
Desempenho da carteira
title_short Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors
title_full Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors
title_fullStr Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors
title_full_unstemmed Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors
title_sort Performance comparison of a Socially Responsible Investment stocks portfolio and conventional indexes for French private investors
author Barbot, Colin
author_facet Barbot, Colin
author_role author
dc.contributor.author.fl_str_mv Barbot, Colin
dc.subject.por.fl_str_mv Socially Responsible Investing
French market
Portfolio performance
Investimento Socialmente Responsável
Mercado Francês
Desempenho da carteira
topic Socially Responsible Investing
French market
Portfolio performance
Investimento Socialmente Responsável
Mercado Francês
Desempenho da carteira
description Socially Responsible Investing (SRI) has gained significant traction, especially within the French market, yet its performance in comparison to conventional indexes remains a topic of debate. This study aims to understand whether a French investor can achieve superior returns with an SRI portfolio, constructed using publicly available information and ESG criteria, compared to conventional indexes. Applying a quantitative methodology, the research examined the performance of an SRI stocks portfolio, selected from the Global-100 ranking, against conventional benchmarks over a 66-month period. The findings revealed that the SRI portfolio, despite certain limitations, has the potential to offer competitive returns, often surpassing traditional benchmarks. This underscores the growing significance of SRI strategies within the French investment landscape.
publishDate 2023
dc.date.none.fl_str_mv 2023-10-27T00:00:00Z
2023-10-27
2023-09
2024-02-09T18:24:12Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10071/30982
TID:203476743
url http://hdl.handle.net/10071/30982
identifier_str_mv TID:203476743
dc.language.iso.fl_str_mv eng
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dc.format.none.fl_str_mv application/pdf
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instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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